+9.0%
STZ vs XLRE
+109.3%
-100.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +4.9% | +1.9% | +3.0% | +3.7% |
| 30D | +20.9% | +8.5% | +12.4% | +14.8% |
| 3M | +8.0% | -1.0% | +9.0% | +8.8% |
| 6M | -5.3% | 0.0% | -5.3% | -5.2% |
| YTD | +5.9% | +11.7% | -5.7% | -1.4% |
| 1Y | +14.2% | +11.8% | +2.4% | +6.2% |
| 3Y | -37.0% | +40.8% | -77.8% | -49.7% |
| 5Y | -29.7% | +8.2% | -37.9% | -34.6% |
| All | +9.0% | +109.3% | -100.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling